7 days
30 days
All time
Recent
Popular
Have you tried using Hedges for Margin Benefits?
Let's see how margin behaves with Hedges 🧵
RT if it helps.
Simple Short Straddle Without Hedge:
Strategy: Short ATM CE, Short ATM PE
Margin: 1.71L
POP: 57%
Backtest this strategy: https://t.co/kC0hucRQEv
Let's start with Tight Hedge 200 points away
Strategy: Short ATM CE, Short ATM PE and Long ATM + 200 CE, Long ATM - 200 PE
Margin: 65K
Backtest this strategy: https://t.co/mbs0hivyI8
Let's go little far away 500 points away
Strategy: Short ATM CE, Short ATM PE and Long ATM + 500 CE, Long ATM - 500 PE
Margin: 66K
Backtest this strategy: https://t.co/HwqYLMI6wN
Margins at 1000 points away Hedge
Strategy: Short ATM CE, Short ATM PE and Long ATM + 1000 CE, Long ATM - 1000 PE
Margin: 72K
Backtest this strategy:
https://t.co/ItDAeNgj2i
Let's see how margin behaves with Hedges 🧵
RT if it helps.
Simple Short Straddle Without Hedge:
Strategy: Short ATM CE, Short ATM PE
Margin: 1.71L
POP: 57%
Backtest this strategy: https://t.co/kC0hucRQEv

Let's start with Tight Hedge 200 points away
Strategy: Short ATM CE, Short ATM PE and Long ATM + 200 CE, Long ATM - 200 PE
Margin: 65K
Backtest this strategy: https://t.co/mbs0hivyI8

Let's go little far away 500 points away
Strategy: Short ATM CE, Short ATM PE and Long ATM + 500 CE, Long ATM - 500 PE
Margin: 66K
Backtest this strategy: https://t.co/HwqYLMI6wN

Margins at 1000 points away Hedge
Strategy: Short ATM CE, Short ATM PE and Long ATM + 1000 CE, Long ATM - 1000 PE
Margin: 72K
Backtest this strategy:
https://t.co/ItDAeNgj2i
